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A Test for the Rank of the Volatility Process: The Random Perturbation Approach

A Test for the Rank of the Volatility Process: The Random Perturbation Approach
Digital文書・図像類
Jacod, Jean, Podolskij, MarkInstitute of Economic Research, Hitotsubashi University2012-12
Available onlineOther Libraries in Japan
  • Author HeadingJacod, Jean Podolskij, Mark

High-frequency financial econometrics : hardback

High-frequency financial econometrics : hardback
Paper図書
Yacine Aït-Sahalia and Jean JacodPrinceton University Pressc2014
Other Libraries in Japan
  • Author HeadingAït-Sahalia, Yacine Jacod, Jean

Discretization of processes : hbk : pbk

Discretization of processes : hbk : pbk
Paper図書
Jean Jacod, Philip ProtterSpringerc2012
Other Libraries in Japan
  • Author HeadingJacod, Jean Protter, Philip E.

Recent progress in theory and applications : foundations, trees and numerical issues in finance

Recent progress in theory and applications : foundations, trees and numerical issues in finance
Paper図書
Thomas Duquesne ... [et al.] ; with a short biography of Paul Lévy by Jean Jacod ; editors, Ole E. Barndorff-Nielsen ... [et al.]Springerc2010
Other Libraries in Japan
  • Author Heading... Bertoin, Jean Jacod, Jean Klüppelberg, Claudia

Probability essentials 2nd ed., corr. 2nd printing

Probability essentials 2nd ed., corr. 2nd printing
Paper図書
Jean Jacod, Philip ProtterSpringer2004
Other Libraries in Japan
  • Author HeadingJacod, Jean Protter, Philip E.

Probability essentials 2nd ed

Probability essentials 2nd ed
Paper図書
Jean Jacod, Philip ProtterSpringerc2003
Other Libraries in Japan
  • Author HeadingJacod, Jean Protter, Philip E.

Limit theorems for stochastic processes : softcover 2nd ed

Limit theorems for stochastic processes : softcover 2nd ed
Paper図書
Jean Jacod, Albert N. ShiryaevSpringer-Verlagc2003
Other Libraries in Japan
  • Author HeadingJacod, Jean Shiri︠a︡ev, Alʹbert Nikolaevi...

Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev. (Grundlehren der mathematischen Wissenschften)

Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev. (Grundlehren der mathematischen Wissenschften)
Paper図書
Springer-Verlagc1987.<MA211-A52>
National Diet Library
  • Author HeadingJacod, Jean. Shiri͡aev, Al'bert Nikolaevi...

Probability essentials

Probability essentials
Paper図書
Jean Jacod, Philip ProtterSpringerc2000
Other Libraries in Japan
  • Author HeadingJacod, Jean Protter, Philip E.

Calcul stochastique et problèmes de martingales / J. Jacod. (Lecture notes in mathematics ; 714)

Calcul stochastique et problèmes de martingales / J. Jacod. (Lecture notes in mathematics ; 714)
Paper図書
Springer-Verlag1979.<MA211-172>
National Diet Library
  • Author HeadingJacod, Jean.

Предельные теоремы для случайных процессов : set Том 1 Том 2

Предельные теоремы для случайных процессов : set Том 1 Том 2
Paper図書
Ж. Жакод, А.Н. Ширяев"Физико-Математическая Литература"1994
Other Libraries in Japan
  • Author HeadingShiri︠a︡ev, Alʹbert Nikolaevich Jacod, Jean

Limit theorems for stochastic processes : gw : us

Limit theorems for stochastic processes : gw : us
Paper図書
Jean Jacod, Albert N. ShiryaevSpringer-Verlagc1987
Other Libraries in Japan
  • Author HeadingShiri︠a︡ev, Alʹbert Nikolaevich Jacod, Jean

Malliavin calculus for processes with jumps

Malliavin calculus for processes with jumps
Paper図書
Klaus Bichteler, Jean-Bernard Gravereaux, Jean JacodGordon and Breach Science Publishersc1987
Other Libraries in Japan
  • Author HeadingBichteler, Klaus Gravereaux, Jean-Bernard Jacod, Jean

Ｅｃｏｌｅ　ｄ’ｅ´ｔｅ´　ｄｅ　ｐｒｏｂａｂｉｌｉｔｅ´ｓ　ｄｅ　Ｓａｉｎｔ－Ｆｌｏｕｒ　ＸＩＩＩ　－　１９８３ (Ｌｅｃｔｕｒｅ　ｎｏｔｅｓ　ｉｎ　ｍａｔｈｅｍａｔｉｃｓ)

Ｅｃｏｌｅ　ｄ’ｅ´ｔｅ´　ｄｅ　ｐｒｏｂａｂｉｌｉｔｅ´ｓ　ｄｅ　Ｓａｉｎｔ－Ｆｌｏｕｒ　ＸＩＩＩ　－　１９８３ (Ｌｅｃｔｕｒｅ　ｎｏｔｅｓ　ｉｎ　ｍａｔｈｅｍａｔｉｃｓ)
Paper図書
Ｄ．Ｊ．Ａｌｄｏｕｓ，Ｉ．Ａ．Ｉｂｒａｇｉｍｏｖ，Ｊ．Ｊａｃｏｄ ; ｅ´ｄｉｔｅ´ｐａｒＰ．Ｌ．Ｈｅｎｎｅｑｕｉｎ． ; ; ;Ｓｐｒｉｎｇｅｒ－Ｖｅｒｌａｇｃ１９８５．
Other Libraries in Japan
  • Author HeadingＡｌｄｏｕｓ, Ｄ．Ｊ． Ｉｂｒａｇｉｍｏｖ, Ｉ．Ａ． Ｊａｃｏｄ, Ｊｅａｎ． Ｈｅｎｎｅｑｕｉｎ, Ｐａｕｌ, Ｌｏｕｉｓ Ｅｃｏｌｅ,...

École d'été de probabilités de Saint-Flour XIII - 1983 : gw : us

École d'été de probabilités de Saint-Flour XIII - 1983 : gw : us
Paper図書
D.J. Aldous, I.A. Ibragimov, J. Jacod ; édité par P.L. HennequinSpringer-Verlagc1985
Other Libraries in Japan
  • Author Heading...ar Abdulovich) Jacod, Jean École d'été de probabilités d...

Calcul stochastique et problèmes de martingales : Berlin : New York

Calcul stochastique et problèmes de martingales : Berlin : New York
Paper図書
J. JacodSpringer-Verlag1979
Other Libraries in Japan
  • Author HeadingJacod, Jean

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